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RESEARCH CHARTER
| field | value |
|---|---|
| Document | RESEARCH_CHARTER.md |
| Version | 1.0 (2026-08-28) |
| Status | CONTROLLED |
| Project | ARIMA_SAX_Hybrid_Forecaster |
| Authoritative workspace | D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster |
| Remote | https://forge.mql5.io/chiki2bum2/ARIMA_SAX_Hybrid_Forecaster.git |
This charter is the permanent statement of purpose for this research repository. It is the highest-level governance document. It does not change with experiments, results, or implementation details. It may change only through a documented, versioned charter amendment as defined in §6.
1. Permanent project purpose
Determine empirically whether information available at time
tcontains out-of-sample predictive information about subsequent asset-price movement, and whether such information has economic value after realistic transaction costs.
The purpose is deliberately framed as a question that can be answered positively, negatively, or not at all. It is not framed as a mandate to produce a profitable system.
2. Governing principles
The following principles govern every research family, protocol, experiment, and result in this repository:
-
This is a research project, not a profitability-optimization project. The objective is to determine whether information at time
tpredicts subsequent price movement and whether any such information survives realistic transaction costs. -
Positive, negative, null, and inconclusive results are all valid. A negative or null result is a legitimate scientific outcome and must never be treated as a failure of the research or as something to be corrected.
-
Models are instruments, not the research objective. Models, statistical methods, and pipelines are tools used to answer the research question. They are selected and constrained to preserve the scientific design — never as the subject being optimized.
-
Conclusions must be out-of-sample. Any claim about predictive information or economic value must rest on evidence that was genuinely out-of-sample with respect to model fitting, feature construction, and any selection or tuning carried out prior to evaluation.
-
Lookahead is prohibited. No feature, label, or origin may use information that would not have been available at time
t. No-leakage is a hard, non-negotiable invariant, and any violation invalidates the affected result. -
Economic claims require explicit cost analysis. No economic value may be asserted without an explicit, pre-registered treatment of realistic transaction costs applied to gross results.
-
Scientific scope changes require a new protocol. The research question, hypothesis, target, features, horizons, models, costs, statistical or economic design may be changed only as a deliberate, documented, scientific-scope change carried by a new or amended protocol — never implicitly by results.
-
Previous negative results must not be "rescued" through model shopping. Closed negative results are immutable and respected. They may not be resurrected, reopened, or reinterpreted by selecting models, parameters, features, horizons, or costs that happen to produce a preferred outcome.
3. Classifications of repository content
Every writing artifact in this repository is allocated to one of three classes.
IMMUTABLE
Frozen and byte-preserved. Never rewritten, regenerated, reopened, or amended, except by an explicit, separate, owner-authorized scientific step that also produces new, non-overwriting evidence.
- R1-R evidence (
results/R1_R/) - R2-H evidence (
results/R2-H/) - Frozen MALE5-ML protocols (
results/MALE5-ML/MALE5_ML_PROTOCOL_v0.1.1_AMENDED.md, and the preserved historical..._v0.1.0identity) - Frozen MALE5-ML manifests (e.g.
MALE5_ML_MANIFEST_v0.1.1_AMENDED.json) - Reference MALE5 v3.2.0 (commit
d6fb0695a7c2fbeaa03de379557a8b5447915384) and the dependency-finalization evidence.
MUTABLE
RESEARCH_STATE.md— the compact machine-readable checkpoint. This may be updated to reflect completed gates and verified their results. Updating the state may not redefine the research question or amend a protocol.
CONTROLLED
RESEARCH_CHARTER.md— this document.RESEARCH_RULES.md— the companion rules document.
4. Status of the current protocol
Controlled documents may be changed only by a documented, versioned change as described in §6.
5. Relationship to protocols and evidence
- The charter defines why the research exists.
- Protocol documents define how a specific research family is conducted and
are themselves frozen at their
-frozendesign state. - Evidence documents record what was observed and are immutable.
- The state document records where the project currently is.
These documents are the source of truth for the research. Conversation history, prior sessions, and unstructured notes are never authoritative over them.
6. Charter change governance
Any change to this charter (or to RESEARCH_RULES.md) must:
- Be proposed, documented, and explicitly authorized before it is applied;
- Produce a new version of this document with an incrementing version number
and a dated change entry in the
Changestable below; and - Never quietly rewrite an earlier version — prior wording, where relevant, is preserved in the change log.
Change table
| Version | Date | Scope | Authorized by |
|---|---|---|---|
| 1.0 | 2026-08-28 | Initial permanent charter establishing the research purpose and governing principles | RESEARCH GOVERNANCE SETUP gate |
End of RESEARCH_CHARTER.md — version 1.0.